Senior Fx Vol Quant Researcher, Dmfi Quantitative Resources

Schonfeld

Dubai, United Arab Emirates
On-site
Msc or phd in stem discipline
5+ years financial institution experience
Strong background in stochastic calculus
The role involves modelling, implementing, and maintaining an FX volatility analytics framework to support Portfolio Management teams

Job Summary

  • The role involves modelling, implementing, and maintaining an FX volatility analytics framework to support Portfolio Management teams.
  • Candidates will work on a greenfield project building a cutting-edge quant library using a modern cloud-native stack.
  • The team is small and elite, offering high autonomy, rapid decision cycles, and minimal bureaucracy.

Matching Summary

The role involves modelling, implementing, and maintaining an FX volatility analytics framework to support Portfolio Management teams.

Skills & Requirements

Must-have

  • MSc or PhD in STEM discipline
  • 5+ years financial institution experience
  • Strong background in stochastic calculus
  • Deep knowledge of FX derivatives modelling
  • Expertise in C++, Python, and Rust development

Nice-to-have

  • Interest in continuous improvement and learning
  • Ability to think outside the box
  • Track record of delivering projects end-to-end
  • Excellent written and verbal communication skills

Key Requirements

  • MSc or PhD in STEM
  • 5+ years in financial institutions
  • 5+ years in compiled languages (C++, C#, Rust)
  • 5+ years in Python
  • Experience with exotics modelling

Work Rights

Not specified

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